-56.1%
MSTZ vs ALK
-4.4%
-51.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -3.2% | +21.0% | +15.7% |
| 7D | +13.4% | +7.1% | +6.3% | +19.1% |
| 30D | +37.5% | -3.0% | +40.5% | +36.6% |
| 3M | -69.9% | -25.6% | -44.3% | -74.2% |
| 6M | -32.0% | +0.5% | -32.5% | -25.8% |
| YTD | -81.2% | -23.1% | -58.1% | -81.7% |
| 1Y | -56.1% | -7.5% | -48.5% | -46.4% |
| All | -56.1% | -4.4% | -51.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling